This study will assess sequential treatments for patients with treatment-resistant depression: first, a trial of nortriptyline; second, the antidepressant efficacy of the addition of lithium to the failed trial of nortiptyline; third, tranylcypromine with or without lithium for those patients who do not respond to lithium augmentation of nortriptyline. Dr. Nierenberg has extensive experience in conducting clinical trials in depression and has done the only study to date to assess the longitudinal course of depressed patietns who were treated with lithium augmentation. Patients will receive a six-week open-trial of nortriptyline. Nonresponders will then be eligible for a six-week double-blind placebo-controlled study of lithium added to the failed trial of nortriptyline. Patients who receive placebo will be eligible to have lithium added for six weeks. Patients who fail lithium augmentation of nortriptyline will be eligible to receive either tranylcypromine plus placebo or tranylcypromine plus lithium for another eight weeks. Subjects will be between the ages of 18 and 60, hve a major depression without psychosis with a 17-item Hamilton Depression Scale Score of >18, and have failed between 1 and 5 adequate antidepressant trials for the current episode. Patietns will be excluded if they have failed a trial of either nortripyline or lithium, or if they have been intolerant of either nortriptyline or lithium, are pregnant, have any allergies or medical conditions that preclude the use of either nortriptyline or lithium, have active drug or alcohol abuse within the past year, or are acutely suicidal.